ludwigpacifici / order-book-pricerLinks
Playing with C++17 and performance
☆13Updated 7 years ago
Alternatives and similar repositories for order-book-pricer
Users that are interested in order-book-pricer are comparing it to the libraries listed below
Sorting:
- Implementation of a orderbook data structure for LOB research capabilities.☆149Updated last year
- C++ low-latency in-memory order book☆92Updated 11 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆49Updated 10 months ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆179Updated 11 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆86Updated last month
- A C++ and Python implementation of the limit order book.☆285Updated 5 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- C++ examples.☆163Updated this week
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆52Updated 4 years ago
- Tick-to-trade latency benchmark sources☆17Updated 7 years ago
- ☆40Updated 5 years ago
- Helix, a market data feed handler for C and C++.☆118Updated 7 years ago
- A c++ matching engine with limit order book☆36Updated 10 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 5 months ago
- Algorithmic Trading in C++☆39Updated 3 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆37Updated 7 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆107Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Fast implementation of an ITCH order book☆384Updated 3 years ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆80Updated 2 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆14Updated last year
- Python bindings for Aeron messaging.☆19Updated 3 years ago
- C++ Binance Futures SDK.☆22Updated 4 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 3 months ago
- Smart Order Router, C++ 11☆18Updated 9 years ago
- Simple limit order book and matching engine.☆32Updated 3 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆39Updated 9 years ago
- High-throughput / low-latency C++ application framework☆68Updated 3 years ago
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- Yet another HFT framework☆44Updated last month